Purpose: This study aims to examine whether global gold futures returns volatilities and trading activities are threshold cointegrated. Design/methodology/approach: This study considers 11 gold futures markets, including 3 developed futures markets and 8 developing futures markets. This study...

Multivariate normal, due to its well-established theories, is commonly utilized to analyze correlated data of various types. However, the validity of the resultant inference is, more often than not, erroneous if the model assumption fails. We present a modification for making the multivariate...

This book records the new research findings and development in the field of industrial engineering, and it will serve as the guidebook for the potential development in industrial engineering and smart manufacturing. It gathers the accepted papers from the 24th International conference on...

This book records the new research findings and development in the field of industrial engineering and engineering management, and it will serve as the guidebook for the potential development in future. It gathers the accepted papers from the 25th International conference on Industrial...